+14,944.6%
MPWR vs MOD
+254.3%
+14,690.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -21.4% | +16.4% | +1.4% |
| 7D | +4.1% | -31.3% | +35.5% | +15.6% |
| 30D | -14.8% | -46.1% | +31.3% | +1.9% |
| 3M | -5.4% | -51.1% | +45.7% | +15.8% |
| 6M | -19.6% | -62.1% | +42.5% | +5.9% |
| YTD | +39.8% | -26.2% | +66.0% | +49.5% |
| 1Y | +32.5% | -32.6% | +65.1% | +44.3% |
| 3Y | +161.4% | +133.8% | +27.6% | +93.9% |
| 5Y | +144.5% | +792.8% | -648.3% | +23.3% |
| 10Y | +1,682.6% | +959.8% | +722.8% | +604.3% |
| All | +14,944.6% | +254.3% | +14,690.3% | +5,315.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling